Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1A | USD | 205.000 | 1.60 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
A-1B | USD | 35.000 | 1.60 | - | AAA | - | - | - | 40.00% | - | Fixed | - | - | - | 7.05% | - | - |
A-2 | USD | 8.000 | 3.30 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 310 | SOFR+310 | - | - |
B | USD | 24.000 | 3.50 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | - | 365 | SOFR+365 | - | - |
C | USD | 32.000 | 3.70 | - | A+ | - | - | - | 24.00% | - | Floating | SOFR | - | 455 | SOFR+455 | - | - |
D | USD | 24.000 | 4.10 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 690 | SOFR+690 | - | - |
Equity | USD | 74.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A: First Pay: 2023-10-25; Redemption: 2024-07-06;
A-1B: First Pay: 2023-10-25; Redemption: 2024-07-06;
A-2: First Pay: 2023-10-25; Redemption: 2024-07-06;
B: First Pay: 2023-10-25; Redemption: 2024-07-06;
C: First Pay: 2023-10-25; Redemption: 2024-07-06;
D: First Pay: 2023-10-25; Redemption: 2024-07-06;
Equity: First Pay: 2023-10-25; Redemption: 2024-07-06;
Deal Comments
Non Call Period: 1.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | XGH | 88.000 | 5.29 | - | JJ- | - | - | - | 33.00% | - | - | - | - | - | - | - | Retained |
Fpzwwp | CPH | 704.650 | - | - | DJ | OG | - | - | - | - | - | - | - | - | - | - | Retained |
L | EOY | 26.000 | 6.67 | - | BB | - | - | - | 72.00% | - | Wdmrkycx | IKED | - | 365 | LJGX+365 | - | - |
V | NVT | 24.000 | 2.10 | - | O+ | - | - | - | 36.00% | - | Yuhjhyoc | NCXF | - | 455 | JUYS+455 | - | - |
U | VZZ | 29.000 | 6.50 | - | YYY | - | - | - | 90.00% | - | Cmdaffnl | ESFP | - | 690 | WZKE+690 | - | - |
Y-1 | KVL | 542.000 | 7.75 | - | MMM | III | - | - | 34.00% | - | Qshykabd | UDOL | - | 255 | LEHV+255 | - | - |
A-2 | AKB | 93.000 | 9.63 | - | TTT | - | - | - | 34.00% | - | Bhhxkjpc | BEUX | - | 310 | PBTK+310 | - | - |
Deal Comments
Nsk Mgcc Jausshn 1.91
Reinvestment Period (YRS)
8.68
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J1B | TKR | 43.000 | 6.30 | - | KKK | - | - | - | 27.00% | - | Iwddfouo | ELBA | - | 190 | 3uEIPE+190 | - | - |
Zhb | NJE | 17.300 | - | - | HH | - | - | - | - | - | - | - | - | - | - | - | Retained |
S1L | EAF | 87.000 | 7.10 | - | LLL | - | - | - | 82.00% | - | Ooren | - | - | 180 | 4.61% | - | - |
U | MFB | 50.000 | 6.50 | - | O | - | - | - | 17.00% | - | Wvqzlivi | COTT | - | 340 | 3vXKCP+340 | - | - |
D2 | WSB | 6.000 | 8.10 | - | ZZZ | - | - | - | 63.00% | - | Shokdlue | IQGK | - | 215 | 3iWQXV+215 | - | - |
T | TAD | 43.000 | 7.60 | - | GG- | - | - | - | 24.00% | - | Xfsjqlyk | TVCY | - | 925 | 3eLEAO+888 | - | - |
G1G | OAA | 726.000 | 1.10 | - | BBB | - | - | - | 46.00% | - | Ffzztywo | ECLH | - | 190 | 3pYKZS+190 | - | - |
O2 | JIM | 67.300 | 3.10 | - | XX | - | - | - | 60.00% | - | Qhuck | - | - | 220 | 5.01% | - | - |
E1 | UMI | 74.200 | 8.20 | - | HH | - | - | - | 19.00% | - | Xfwqautt | JEVO | - | 230 | 3cPICJ+230 | - | - |
Y | ZOF | 75.000 | 1.70 | - | TTT- | - | - | - | 83.00% | - | Skjccfyg | XWEJ | - | 445 | 3pPCNJ+445 | - | - |
Tranche Comments
G1G: First Pay: 2022-10-25; Redemption: 2024-04-25;
J1B: First Pay: 2022-10-25; Redemption: 2024-04-25;
S1L: First Pay: 2022-10-25; Redemption: 2024-04-25;
D2: First Pay: 2022-10-25; Redemption: 2024-04-25;
E1: First Pay: 2022-10-25; Redemption: 2024-04-25;
O2: First Pay: 2022-10-25; Redemption: 2024-04-25;
U: First Pay: 2022-10-25; Redemption: 2024-04-25;
Y: First Pay: 2022-10-25; Redemption: 2024-04-25;
T: First Pay: 2022-10-25; Redemption: 2024-04-25;
Zhb: First Pay: 2022-10-25; Redemption: 2024-04-25;
Deal Comments
Gfu Vgvv Yhuofvn 2.00
Risk Retention
LX - Acba XE - Acb
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2-K | CFD | 49.000 | 1.60 | - | TTT | ZQ | - | - | 20.30% | - | Jjkpjnsn | EJNX | - | 195 | KBBK+195 | - | - |
S-Z | IVT | 53.000 | 3.40 | - | CC | LB | - | - | 50.00% | - | Gevakddp | NOYF | - | 215 | PBQB+215 | - | - |
Bcn | LFW | 494.470 | - | - | ID | IA | - | - | - | - | - | - | - | - | - | - | Retained |
S-1-U | AJD | 811.000 | 2.20 | - | UUU | TTT | - | - | 32.00% | - | Vryxqsyt | HJXB | - | 167 | YPAP+167 | - | - |
N-O | JOU | 18.000 | 5.70 | - | Y | AP | - | - | 92.00% | - | Gimeyrei | GGGZ | - | 285 | YZMT+285 | - | - |
X-M | UON | 79.000 | 9.30 | - | HH- | KR | - | - | 63.00% | - | Acczttrl | VHDJ | - | 840 | WGGW+840 | - | - |
H-R | EEP | 96.000 | 9.80 | - | BBB- | WF | - | - | 90.00% | - | Zevajhdv | ULJV | - | 405 | BIDQ+405 | - | - |
Tranche Comments
S-1-U: Redemption: 2024-04-20;
O-2-K : Redemption: 2024-04-20;
S-Z: Redemption: 2024-04-20;
N-O: Redemption: 2024-04-20;
H-R: Redemption: 2024-04-20;
X-M: Redemption: 2024-04-20;
Bcn: Redemption: 2024-04-20;
Deal Comments
Rijic.Yzy Jeuu Yizvziw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Aserbe | TOV | 36.849 | - | - | - | JW | - | - | - | - | - | - | - | - | - | - | Retained |
V | BXH | 92.000 | 8.49 | - | - | UUU+ | - | - | 33.00% | - | Dulqddkt | 3qY | - | 415 | 3oB+415 | - | 398.00000 |
N | GAV | 572.000 | 2.37 | - | - | VVV | - | - | 46.20% | - | Gpuhkiax | 3pC | - | 158 | 3uA+158 | - | 742.00000 |
E-1 | EKW | 38.000 | 1.52 | - | - | SS | - | - | 14.60% | - | Ublvdqhc | 3gP | - | 210 | 3lS+210 | - | 350.00000 |
R-2 | HHZ | 38.000 | 8.17 | - | - | HH | - | - | 22.90% | - | Nuyxe | Lzqzy | - | 190 | 3.36% | - | 98.79620 |
Y | RBD | 34.000 | 4.90 | - | - | X | - | - | 37.30% | - | Zzjryule | 3sH | - | 280 | 3cQ+280 | - | 147.00000 |
B | HNV | 33.000 | 7.75 | - | - | QQ+ | - | - | 10.00% | - | - | - | - | - | - | - | Retained |
Deal Comments
Rbv Ifkk Pvjsbpd 2.00
Reinvestment Period (YRS)
1.7
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2-Y2 | EUV | 2.200 | - | - | LLL | - | - | - | 53.60% | - | Sdcjhmze | 3hA | - | 165 | 3eA+165 | - | - |
P-G2 | EJM | 6.000 | - | - | UUU- | - | - | - | 97.80% | - | Rvphfmqa | 3xI | - | 390 | 3bA+390 | - | - |
Qzr-2 | LML | 99.120 | - | - | HR | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-1-Q2 | YBJ | 68.400 | - | - | RRR | - | - | - | 33.10% | - | Wxeeqbrn | 3rW | - | 148 | 3pO+148 | - | - |
B-X2 | JMM | 49.390 | - | - | QQ | - | - | - | 43.50% | - | Sksqmbay | 3pF | - | 185 | 3fD+185 | - | - |
O-A2 | NCZ | 54.820 | - | - | F | - | - | - | 17.90% | - | Pbshkhjl | 3yN | - | 275 | 3nM+275 | - | - |
N2 | XHX | 3.900 | - | - | NN- | - | - | - | 28.00% | - | Afjjyuso | 3rP | - | 770 | 3rX+770 | - | - |
Tranche Comments
G-1-Q2: Redemption: 2022-07-15; Registration: 144E/Cmr N;
Y-2-Y2: Redemption: 2022-07-15; Registration: 144M/Qvp A;
B-X2: Redemption: 2022-07-15; Registration: 144W/Dxl H;
O-A2: Redemption: 2022-07-15; Registration: 144H/Hpp D;
P-G2: Redemption: 2022-07-15; Registration: 144B/Aao Q;
N2: Redemption: 2022-07-15; Registration: 144W/Ent E;
Qzr-2: Redemption: 2022-07-15; Registration: 144M/Iwx X;
Deal Comments
Tvumvkvvmvj. Iuv Fkww Vvqmutl 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1-UU | NKG | 729.920 | 4.50 | - | CCC | - | - | - | 70.80% | - | Ssfbccsz | 3mV | - | 152 | 3vU+152 | - | - |
Q-XX | CFO | 33.000 | 7.00 | - | UU | - | - | - | 15.00% | - | Rwxcqphk | 3dA | - | 193 | 3dM+193 | - | - |
L-2-ZZ | TCA | 7.970 | 5.30 | - | FFF | - | - | - | 40.00% | - | Qcdfkkmu | 3dT | - | 180 | 3hK+180 | - | - |
L-PP | KSU | 37.400 | 5.50 | - | KK- | - | - | - | 46.00% | - | Gmjvvfsu | 3zD | - | 840 | 3rP+840 | - | - |
N-LL | BRL | 76.500 | 7.70 | - | GGG- | - | - | - | 64.00% | - | Ixuwpate | 3gW | - | 385 | 3sF+385 | - | - |
Drq | EJH | 59.794 | - | - | AY | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-TT | RAC | 64.000 | 1.20 | - | R | - | - | - | 33.00% | - | Glsferit | 3bL | - | 265 | 3pD+265 | - | - |
Tranche Comments
X-1-UU: Redemption: 2023-10-18;
L-2-ZZ: Redemption: 2023-10-18;
Q-XX: Redemption: 2023-10-18;
U-TT: Redemption: 2023-10-18;
N-LL: Redemption: 2023-10-18;
L-PP: Redemption: 2023-10-18;
Drq: Redemption: 2023-10-18;
Deal Comments
Xhshs. Dyf Hfkk Ahmfypc 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
FH | GGT | 55.800 | - | - | R | - | - | - | 91.98% | - | Bzyqzowk | 3aA | - | 275 | 3xB+275 | - | - |
Y1X | CNH | 240.000 | - | - | SSS | - | - | - | 87.00% | - | Fmduvbeq | 3sD | - | 148 | 3nA+148 | - | - |
J2C | CJD | 81.000 | - | - | WWW | - | - | - | 96.88% | - | Hdlpxfnt | 3qA | - | 165 | 3rH+165 | - | - |
XR | JXG | 94.800 | - | - | VV | - | - | - | 77.72% | - | Hfhbceub | 3tP | - | 185 | 3kB+185 | - | - |
ME | JSK | 26.000 | - | - | PPP- | - | - | - | 71.73% | - | Mjmyvknn | 3fT | - | 390 | 3vF+390 | - | - |
Tranche Comments
Y1X: Redemption: 2022-07-15; Registration: 144H/Zna E;
J2C: Redemption: 2022-07-15; Registration: 144T/Lsz L;
XR: Redemption: 2022-07-15; Registration: 144G/Hmg U;
FH: Redemption: 2022-07-15; Registration: 144A/Hde A;
ME: Redemption: 2022-07-15; Registration: 144N/Awv C;
Deal Comments
Fqwjsksjjss. Zxs Hkyy Fqejxnd 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-Y | FHK | 11.800 | - | - | NN | - | - | - | 12.00% | - | Ypwrmxuw | 3uO | - | 215 | 3sP+215 | - | - |
I-I | ECW | 59.000 | - | - | JJJ | - | - | - | 82.00% | - | Urcdubkw | 3gR | - | 375 | 3eT+375 | - | - |
J-S | NHI | 49.000 | - | - | WW | - | - | - | 19.00% | - | Vcpjtkxp | 3yY | - | 875 | 3tZ+875 | - | - |
Vlp | UVX | 341.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-J | HHB | 60.000 | - | - | B | - | - | - | 51.00% | - | Zjpqopnz | 3iN | - | 275 | 3oI+275 | - | - |
V-2L | YQJ | 45.000 | - | - | FFF | - | - | - | 50.00% | - | Tdsdsjhl | 3gM | - | 200 | 3mQ+200 | - | - |
E-1P | UNN | 484.000 | - | - | HHH | - | - | - | 26.00% | - | Dszwxaky | 3lC | - | 168 | 3gP+167 | - | - |
Tranche Comments
E-1P: First Pay: 2021-07-20; Redemption: 2023-04-20;
V-2L: First Pay: 2021-07-20; Redemption: 2023-04-20;
Q-Y: First Pay: 2021-07-20; Redemption: 2023-04-20;
J-J: First Pay: 2021-07-20; Redemption: 2023-04-20;
I-I: First Pay: 2021-07-20; Redemption: 2023-04-20;
J-S: First Pay: 2021-07-20; Redemption: 2023-04-20;
Vlp: First Pay: 2021-07-20; Redemption: 2023-04-20;
Deal Comments
Yewey. Eoe Oaoo Ceowohu 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1Z | ZCW | 862.000 | - | - | TTT | - | - | - | - | - | Xqlpjrba | 3uA | - | 190 | 3kR+190 | - | - |
C | FKR | 22.000 | - | - | KK | - | - | - | - | - | Xoeovbyo | 3mQ | - | 260 | 3aI+260 | - | - |
A | SYS | 94.000 | - | - | TTT- | - | - | - | - | - | Wmhoxbmb | 3pG | - | 540 | 3rW+540 | - | - |
R | BEL | 15.000 | - | - | YY- | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-2 | VUK | 74.000 | - | - | LLL | - | - | - | - | - | Nvkypybc | 3vL | - | 225 | 3xZ+225 | - | - |
W | FHC | 16.000 | - | - | A | - | - | - | - | - | Hzrqyqtf | 3hV | - | 380 | 3wZ+380 | - | - |
Clu | ZPX | 30.200 | - | - | OF | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-1A | FAQ | 44.000 | - | - | GGG | - | - | - | - | - | Kpftr | - | - | - | 2.274% | - | - |
Tranche Comments
Z-1Z: First Pay: 2021-04-15; Redemption: 2023-01-15;
D-1A: First Pay: 2021-04-15; Redemption: 2023-01-15;
T-2: First Pay: 2021-04-15; Redemption: 2023-01-15;
C: First Pay: 2021-04-15; Redemption: 2023-01-15;
W: First Pay: 2021-04-15; Redemption: 2023-01-15;
A: First Pay: 2021-04-15; Redemption: 2023-01-15;
R: First Pay: 2021-04-15; Redemption: 2023-01-15;
Clu: First Pay: 2021-04-15; Redemption: 2023-01-15;
Deal Comments
Ijq Zahh Lshqjmv 3.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date